+18.0%
BAC vs ABCL
-21.8%
+39.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.3% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -7.7% | -7.4% | -0.3% | -7.2% |
| 3M | -21.2% | +81.9% | -103.1% | -26.6% |
| 6M | -6.8% | +135.7% | -142.6% | -16.5% |
| YTD | -8.7% | +247.4% | -256.1% | -22.4% |
| 1Y | -5.3% | +162.3% | -167.5% | -17.2% |
| 3Y | +87.4% | +165.5% | -78.0% | +55.7% |
| All | +18.0% | -21.8% | +39.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling